+223.0%
VT vs NTAP
+583.3%
-360.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +1.0% | -0.5% | +1.5% | +0.9% |
| 3M | +2.4% | +4.1% | -1.7% | +0.7% |
| 6M | +12.0% | +88.0% | -76.0% | -8.6% |
| YTD | +15.3% | +75.6% | -60.2% | -4.3% |
| 1Y | +22.6% | +58.9% | -36.3% | +4.6% |
| 3Y | +74.7% | +153.6% | -78.9% | +24.7% |
| 5Y | +66.1% | +127.6% | -61.5% | +20.4% |
| All | +223.0% | +583.3% | -360.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling